The active textures don't get recognized as keyframes
As suggested by @Gilderman, you have keyframed the Active Texture Index, hence the texture box being yellow, rather than the Use Textures checkbox.  Only add single keyframe otherwise you will end up with an fcurve for all texture slots, used or not.  



The index on the fcurve, which is shown on fcurve editor,  "[1] Use Textures" indicates which slot, starting from zero, the texture is in.

The "Active Texture Index" is more of a UI thing as it indicates which texture details to display on the panel, by setting the active_texture_index of the material.

My suggestion would be to add a custom property for eyes open / closed and then drive the use_texture with this.